HedgeFund Intelligence Indices

Live

Global

Index Dec 2014 Jan 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.22% 0.46% 97% 0.46%
Emerging Market Debt -1.65% 0.19% 100% 0.19%
Emerging Market Equity -0.49% 0.08% 100% 0.08%
Equity 0.39% -0.36% 99% -0.36%
Event Driven -0.21% -1.01% 99% -1.01%
Macro 0.31% 1.91% 85% 1.91%
Managed Futures 1.11% 4.21% 98% 4.21%
Single Manager African Index 1.41% 1.26% 100% 1.26%

* Estimate

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Absolute Return

Index Dec 2014 Jan 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.75% 2.12% 100% 2.12%
Composite 0.09% 0.03% 100% 0.03%
Convertible & Equity Arbitrage -0.56% 0.00% 100% 0.00%
Credit -0.28% 0.18% 100% 0.18%
Distressed -0.70% -0.91% 100% -0.91%
Event Driven -0.51% -1.34% 100% -1.34%
Fixed Income -0.01% 0.09% 100% 0.09%
Global Equity 0.70% 0.20% 100% 0.20%
Latin American Debt -1.59% -0.62% 100% -0.62%
Latin American Equity -2.02% -3.80% 100% -3.80%
Macro 0.40% 2.56% 100% 2.56%
Managed Futures 0.50% 4.27% 100% 4.27%
Mixed Arbitrage 0.42% 0.26% 100% 0.26%
Mortgage Backed Securities 0.45% 0.37% 100% 0.37%
Multi-Strategy 0.21% 0.10% 100% 0.10%
Technology 0.83% 0.76% 100% 0.76%
U.S. Equity 0.20% -1.82% 100% -1.82%

* Estimate

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AsiaHedge

Index Dec 2014 Jan 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -0.20% 0.43% 100% 0.43%
Asia inc Japan -1.08% 0.63% 100% 0.63%
Australian Long/Short Equity 0.16% 1.50% 100% 1.50%
Chinese Long/Short Equity 0.11% -0.21% 100% -0.21%
Composite 0.31% 0.29% 100% 0.29%
Indian Long/Short Equity 0.88% 4.06% 100% 4.06%
Japan Long/Short Equity 0.55% -1.01% 100% -1.01%
Japan Long/Short Equity 0.80% -1.29% 100% -1.29%

* Estimate

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EuroHedge

Index Dec 2014 Jan 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.25% 0.97% 100% 0.97%
Convertible & Equity Arbitrage EUR -0.06% 0.97% 100% 0.97%
Convertible & Equity Arbitrage USD -0.26% 0.75% 100% 0.75%
Credit EUR -0.02% 0.81% 100% 0.81%
Credit USD 0.20% 0.40% 100% 0.40%
Currency 3.36% 2.00% 100% 2.00%
Emerging Market Debt USD -2.04% 0.01% 100% 0.01%
Emerging Market Equity USD -2.70% -0.57% 100% -0.57%
Equity Market Neutral & Quantitative Strategies EUR 1.06% 1.42% 100% 1.42%
Equity Market Neutral & Quantitative Strategies USD 0.81% 0.38% 100% 0.38%
European Equity EUR 0.42% 1.57% 100% 1.57%
European Equity GBP 0.61% 0.92% 100% 0.92%
European Equity Nordic 0.01% 1.68% 100% 1.68%
European Equity USD 0.57% 1.45% 100% 1.45%
Event Driven EUR 0.54% 0.09% 100% 0.09%
Event Driven USD 0.52% 0.22% 100% 0.22%
Fixed Income EUR -0.25% 0.95% 100% 0.95%
Fixed Income USD -0.54% 0.98% 100% 0.98%
Global Equity EUR 0.11% 1.18% 100% 1.18%
Global Equity USD -0.01% 1.10% 100% 1.10%
Macro EUR -0.22% 2.43% 100% 2.43%
Macro USD -0.47% 2.37% 100% 2.37%
Managed Futures EUR 1.81% 5.89% 100% 5.89%
Managed Futures USD 1.81% 6.03% 100% 6.03%
Mixed Arbitrage & Multi-Strategy USD 0.24% 0.60% 100% 0.60%

* Estimate

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InvestHedge

Index Dec 2014 Jan 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.03% -0.10% * 94% -0.10%
Asian Pacific Fund of Funds 0.79% 0.84% * 82% 0.84%
Commodities 0.67% 0.95% * 100% 0.95%
Composite 0.12% 0.20% * 88% 0.20%
Distressed -0.22% -0.46% * 100% -0.46%
Emerging Managers 0.28% -0.09% * 93% -0.09%
Emerging Markets Hedge USD 0.28% 0.89% * 97% 0.89%
European Equity EUR 0.89% 1.45% * 100% 1.45%
European Multi Strategy EUR 0.64% 1.48% * 86% 1.48%
Fixed Income USD -0.12% -0.03% * 96% -0.03%
Global Equity USD 0.23% -0.34% * 87% -0.34%
Global Macro Currency USD 0.55% 0.59% * 84% 0.59%
Global Multi Strategy EUR 0.05% 0.32% * 87% 0.32%
Global Multi Strategy USD 0.09% 0.01% * 94% 0.01%
Leveraged Global Multi-Strategy USD 0.31% 0.16% * 100% 0.16%
Managed Futures 1.30% 4.61% * 100% 4.61%
Self-Invested Fund of Funds USD 0.22% 0.72% * 98% 0.72%
US Equity -0.09% -1.38% * 100% -1.38%

* Estimate

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Absolute UCITS

Index Dec 2014 Jan 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.36% 0.24% * 100% 0.24%
Equity Market Neutral & Quantitative Strategies 0.78% 0.17% * 100% 0.17%
European Equity 0.20% 1.90% * 98% 1.90%
Event Driven 0.16% -0.49% * 98% -0.49%
Fund of Funds -0.25% 0.77% * 100% 0.77%
Global Equity -0.48% 0.69% * 96% 0.69%
Macro -0.04% 1.25% * 93% 1.25%
Managed Futures 1.19% 4.75% * 96% 4.75%
Mixed Arbitrage & Multi-Strategy 0.23% 2.03% * 100% 2.03%
Single Manager Composite -0.04% 0.95% * 96% 0.95%

* Estimate

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